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They'd definitely try to lure it to chokepoints and entangle it in nets. The acid blood would eat right through those nets as soon as the Romans managed to get a few good stabs in, so Alien would take round one, I think. The soldiers would recruit some guard dogs to give them some warning in the dark as night fell. Night grants maximum surprise advantage to the xenomorph, but somebody manages to sear the beast with a brand before it gets away again with another few captives. Alien takes round two, soldiers requisition/commandeer barrels of oil and prepare for the final confrontation.

Finally, dawn breaks, and the dogs track the scent of the stolen soldiers' bodies back to the alien's lair, in whatever cave or hole it found to start body horroring the hapless victims. Nets and spears are thrown in great numbers, they douse it with oil and get an iron grating down on top of it to be held down by the dozen burliest survivors. They cleanse it with fire and similarly end the suffering of the xenomorph's captives. Centurions take the final round by knockout albeit at extreme personal cost and trauma.